+15.6%
TFI vs VT
+217.6%
-202.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.7% | -0.1% | +0.9% | +0.7% |
| 30D | +3.6% | -3.1% | +6.7% | +3.8% |
| 3M | -1.0% | -3.5% | +2.5% | -0.7% |
| 6M | -1.1% | +0.5% | -1.6% | -1.2% |
| YTD | -0.4% | +10.8% | -11.2% | -1.2% |
| 1Y | 0.0% | +11.9% | -11.9% | -0.8% |
| 3Y | +9.9% | +73.0% | -63.1% | +5.5% |
| 5Y | -1.7% | +58.6% | -60.3% | -5.2% |
| 10Y | +15.6% | +219.2% | -203.5% | +3.8% |
| All | +15.6% | +217.6% | -202.0% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling